+316.8%
JNJ vs ALLE
+260.9%
+56.0%
-27.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALLE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +1.0% | -2.2% | -1.4% |
| 7D | +2.7% | -0.2% | +2.9% | +2.7% |
| 30D | +7.4% | -6.8% | +14.2% | +9.3% |
| 3M | +21.2% | +21.0% | +0.2% | +14.9% |
| 6M | +13.4% | +1.1% | +12.3% | +12.5% |
| YTD | +35.1% | -0.5% | +35.7% | +34.2% |
| 1Y | +57.4% | -7.3% | +64.7% | +59.1% |
| 3Y | +86.8% | +42.3% | +44.5% | +65.4% |
| 5Y | +80.8% | +13.5% | +67.3% | +68.5% |
| 10Y | +202.7% | +144.0% | +58.7% | +113.6% |
| All | +316.8% | +260.9% | +56.0% | +160.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALLE.
Daily Out/Under-Performance
Portfolio return minus ALLE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALLE return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded ALLE wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling